If any program can work with both .nki and .nkx files, it would be KONTAKT or similar software produced by Native Instruments. NKX is a protected archive format and normally it's not supported in 3rd party tools, so using the original programs seems to be the only choice.
Convert Native Instruments instruments sample to Native Instruments Monolith file.
We found one software available in the database for this conversion.
Microsoft Windows software - convert nki to nkx on Windows
Audio sampler for Windows
Convert from nki file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.